+19.8%
SNPS vs MTUM
+78.7%
-58.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -1.2% |
| 7D | +0.9% | +0.7% | +0.2% | +0.1% |
| 30D | -3.6% | -2.4% | -1.2% | -1.4% |
| 3M | -12.9% | -3.6% | -9.3% | -11.8% |
| 6M | -8.2% | +23.7% | -31.9% | -30.3% |
| YTD | -15.4% | +22.9% | -38.3% | -35.4% |
| 1Y | -9.3% | +21.8% | -31.1% | -29.7% |
| 3Y | -14.0% | +114.4% | -128.4% | -66.1% |
| All | +19.8% | +78.7% | -58.8% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling